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This austere winter landscape was one of the most personal of Turner's exhibited pictures. It records a scene he witnessed while travelling in Yorkshire, and is said to include his eldest daughter, Evelina (in blue), and his 'crop-eared bay' horse (pulling the cart).

Turner was particularly fond of this painting, which he preferred not to sell. It was also admired by contemporary and later critics. The Spectator saw in it 'the true tone of nature¿ imitated to perfection'. Years after Turner's death, Claude Monet saw it and declared it had been painted with 'wide-open eyes'.

According to the younger Trimmer the picture immortalised Turner's ‘old crop-eared bay horse, or rather a cross between a horse and a pony’. ‘The “Frost Piece” was one of his favourites ... He said he was travelling by coach in Yorkshire, and sketched it en route. There is a stage-coach in the distance that he was on at the time. My father told me that when at Somerset House [in the 1813 R.A. Exhibition] it was much brighter and made a great sensation ... The girl with the hare over her shoulders, I have heard my father say reminded him of a young girl whom he occasionally saw at Queen Anne-street [Turner's gallery], and whom, from her resemblance to Turner, he thought a relation. The same female figure appears in his “Crossing the Brook” [No. 130, N00497]]’ (Thornbury 1862, i, pp. 170–71). The reference to the girl is, as Lindsay has pointed out, to Evelina, one of Turner's two illegitimate daughters by the widow Sarah Danby. David Hill further suggests that the man with a gun is Walter Fawkes and the boy his son Hawkesworth. However, Turner would not have painted the figures, or indeed the landscape as a whole, on the spot and is more likely to have painted types, perhaps based on people he knew, rather than portraits. For Turner to combine a depiction of his best patron at the time with elements from his somewhat sub rosa private life seems highly unlikely.

The picture was praised in the Morning Chronicle for 3 May 1813 and, more significantly, by Constable's great patron Archdeacon Fisher who singled it out as the only picture to be preferred to Constable's in the exhibition: ‘But then you need not repine at this decision of mine; you are a great man like Buonaparte, and are only beaten by a frost’ (Beckett, loc. cit.).

In 1815 Ambrose Johns, arranging an exhibition in Plymouth, asked Turner to send this work and ‘Dido’ (probably No. 131 [N00498]; see Gage 1980, p. 64). However, Turner had already sent off Jason and Bligh Sands
(Nos. 19 [N00471] and 87 [N00496]), writing of this picture, ‘The Frostpiece—I never thought of [?‘,’] as being generally wrong’ (letter of 4 November 1815, reprinted in Gage 1980, p. 64). In May 1818 Turner offered it to Dawson Turner for 350 guineas. Thornbury states that Trimmer's son had told him that Turner had once thought of giving the picture to Trimmer ‘who greatly prized it’. There is no evidence however that the picture ever left Turner's hands.

That the picture was on view in Turner's gallery in 1835 is attested by the account in the Spectator for 26 April: ‘We have seen Turner in cool and warm effects, and here we admire him also in a wintry scene. The hard frosty ground, the naked trees, the cold, dead, white sky, and the pale, weak, yellow gleam of sunlight, that scarcely relieves the cheerless desolation, or lessens the cold of the air, are imitated with the most delicate truth. Here are no raw white masses of snow and black branches, but the true tone of nature is imitated to perfection, for the picture conveys the feeling of the season.’